Adaptive M-Estimation for Robust Cubature Kalman Filtering

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

15 Scopus citations

Abstract

As a l1/l2 norms-based estimation method, Huber's M- estimation has provided an efficient method to deal with measurement outliers for robust filtering, which has been applied to the cubature Kalman filter (CKF), namely Huber's M-estimation based robust CKF (HCKF) and its square-root version (HSCKF). To further handle abnormal measurement noise, an adaptive method is proposed in this paper to adjust the measurement noise covariance used in the Huber's M-estimation approach based on the difference between actual and theoretical innovation covariance, leading to adaptive HCKF (AHCKF) and adaptive HSCKF (AHCKF). Simulation results on a typical target tracking model have demonstrated their advantages over existing approaches in terms of estimate accuracy, outlier-robustness and reliability.

Original languageEnglish
Title of host publication2016 Sensor Signal Processing for Defence, SSPD 2016
PublisherInstitute of Electrical and Electronics Engineers Inc.
ISBN (Electronic)9781509003266
DOIs
StatePublished - 13 Oct 2016
Externally publishedYes
Event6th Conference of the Sensor Signal Processing for Defence, SSPD 2016 - Edinburgh, United Kingdom
Duration: 22 Sep 201623 Sep 2016

Publication series

Name2016 Sensor Signal Processing for Defence, SSPD 2016

Conference

Conference6th Conference of the Sensor Signal Processing for Defence, SSPD 2016
Country/TerritoryUnited Kingdom
CityEdinburgh
Period22/09/1623/09/16

Keywords

  • Kalman filter
  • M-estimation
  • Point estimator
  • Robust estimation
  • Target tracking

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